THE BETA-MANOVA ENSEMBLE WITH GENERAL COVARIANCE

DOI10.1142/S2010326314500026zbMath1291.62114arXiv1309.4328OpenAlexW1999919477MaRDI QIDQ5416404

Alan Edelman, Alexander Dubbs

Publication date: 20 May 2014

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.4328

zbMATH Keywords

MANOVAbeta-ensemblesfinite random matrix theory

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Random matrices (algebraic aspects) (15B52)

Related Items (4)

The correlated Jacobi and the correlated Cauchy-Lorentz ensembles ⋮ Limits for circular Jacobi beta-ensembles ⋮ Densities of the extreme eigenvalues of Beta–MANOVA matrices ⋮ The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix

Cites Work

• The efficient evaluation of the hypergeometric function of a matrix argument
• Interpretations of some parameter dependent generalizations of classical matrix ensembles
• The Distribution of the Latent Roots of the Covariance Matrix
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• ON THE DISTRIBUTION OF ROOTS OF CERTAIN DETERMINANTAL EQUATIONS
• THE SAMPLING DISTRIBUTION OF SOME STATISTICS OBTAINED FROM NON‐LINEAR EQUATIONS
• On the Sampling Theory of Roots of Determinantal Equations
• On the Distribution of the Characteristic Roots of Normal Second-Moment Matrices
• On Multivariate Distribution Theory

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